+180.5%
MSTR vs SLV
+120.9%
+59.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -1.2% | +5.1% | -6.3% | -3.4% |
| 30D | -15.9% | -12.9% | -3.0% | -10.4% |
| 3M | +33.1% | -16.1% | +49.2% | +45.3% |
| 6M | -31.0% | -33.2% | +2.2% | -18.2% |
| YTD | -15.1% | -27.2% | +12.1% | -12.9% |
| 1Y | -45.6% | +7.6% | -53.3% | -56.0% |
| 3Y | +180.5% | +122.3% | +58.2% | +41.1% |
| All | +180.5% | +120.9% | +59.6% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling